TATACHEM
Tata Chemicals Ltd
Historical option data for TATACHEM
21 Sep 2025 04:12 PM IST
| TATACHEM 30SEP2025 1010 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.66
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 993.60 | 12.5 | 0.8 | 27.03 | 822 | -32 | 689 | |||||||||
| 14 Sept | 961.25 | 6.3 | -2.9 | 24.20 | 144 | -6 | 112 | |||||||||
| 17 Aug | 933.50 | 50.1 | 0 | 4.99 | 0 | 0 | 0 | |||||||||
For Tata Chemicals Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.39
Historical price for 1010 CE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 12.5, which was 0.8 higher than the previous day. The implied volatity was 27.03, the open interest changed by -32 which decreased total open position to 689
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 6.3, which was -2.9 lower than the previous day. The implied volatity was 24.20, the open interest changed by -6 which decreased total open position to 112
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 50.1, which was 0 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
| TATACHEM 30SEP2025 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.66
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 993.60 | 26.35 | -4.05 | 26.63 | 144 | -3 | 117 |
| 14 Sept | 961.25 | 49.6 | 0.1 | 25.40 | 10 | 7 | 16 |
| 17 Aug | 933.50 | 67.3 | 0 | - | 0 | 0 | 0 |
For Tata Chemicals Ltd - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.61
Historical price for 1010 PE is as follows
On 21 Sept TATACHEM was trading at 993.60. The strike last trading price was 26.35, which was -4.05 lower than the previous day. The implied volatity was 26.63, the open interest changed by -3 which decreased total open position to 117
On 14 Sept TATACHEM was trading at 961.25. The strike last trading price was 49.6, which was 0.1 higher than the previous day. The implied volatity was 25.40, the open interest changed by 7 which increased total open position to 16
On 17 Aug TATACHEM was trading at 933.50. The strike last trading price was 67.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
